The seminar will provide an introduction to general economic equilibrium models and their construction using GAMS and MPSGE. No previous knowledge of GE modeling is assumed. The intended audience is economists and students who want to do policy analysis with real data and economists who are more...

Topics: - Operations Management in Economics & Financial and Industrial Systems - Information Systems in Economics & Financial and Industrial Systems - Decision Processes in Economics & Financial and Industrial Systems - Applications and Case Studies

The programme Advanced Mathematical Methods for Finance is financially supported by the European Science Foundation. It aims at the development and application of advanced mathematical tools in finance. Stochastic analysis, control theory, differential equations, and numerical methods have been...

The Summer School offers academics, Post Docs, PhD students and experts from the finance and banking industry the unique opportunity to hear about the latest trends in computational finance and economics. Split into three modules, participants will learn about new paradigms in optimization and...

The goal of the workshop is to present the state of the art of applications of partial differential equations to finance.

Topics of interest include: · Structural results for Levy processes: distribution and path properties · Levy trees, superprocesses and branching theory · Fractal processes and fractal phenomena · Stable and infinitely divisible processes and distributions · Applications in finance, physics,...

This Summerschool will comprise four minicourses on different areas related to Levy process theory and its applications. The intended audience are PhD and postdoctoral students, or researchers who want to get an introduction to the theory of Levy processes and an overview of applications in...

The 2007 Institute on Computational Economics will bring together a diverse group of academic participants: experts in policy, microeconomics, macroeconomics, model building, estimating and testing, statistical methods, computation, algorithm development, applied mathematics, and numerical...

This conference will focus on algorithmic and computational issues applied to topics in finance. Topics covered include Monte Carlo methods, numerical solution of partial differential equations, calibration, portfolio optimization and stochastic optimization.

The 6th International Conference on Computational Intelligence in Economics and Finance (CIEF 2007) will be held as a part of the 10th Joint Conference on Information Sciences (JCIS 2007). CIEF continues the tradition of featuring applications of computational intelligence to solve challenging...